FSK vs. CVX
FSK (FS KKR Capital Corp.) and CVX (Chevron Corporation) are both stocks. FSK operates in Asset Management (Financial Services), while CVX operates in Oil & Gas Integrated (Energy). Over the past 10 years, FSK returned 2.76%/yr vs 10.94%/yr for CVX. At a 0.33 correlation, their price movements are largely independent.
Performance
FSK vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -21.66% return, which is significantly lower than CVX's 25.18% return. Over the past 10 years, FSK has underperformed CVX with an annualized return of 2.76%, while CVX has yielded a comparatively higher 10.94% annualized return.
FSK
- 1D
- 2.22%
- 1M
- 0.73%
- YTD
- -21.66%
- 6M
- -24.66%
- 1Y
- -38.11%
- 3Y*
- -3.98%
- 5Y*
- -0.35%
- 10Y*
- 2.76%
CVX
- 1D
- 0.75%
- 1M
- -1.13%
- YTD
- 25.18%
- 6M
- 27.20%
- 1Y
- 33.69%
- 3Y*
- 10.25%
- 5Y*
- 16.33%
- 10Y*
- 10.94%
FSK vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -21.66% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
CVX Chevron Corporation | 25.18% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between FSK and CVX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.33 |
Over the past year, the correlation between FSK and CVX has dropped to 0.06 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
FSK:
$3.10B
CVX:
$371.80B
FSK:
-$0.39
CVX:
$5.75
FSK:
3.88
CVX:
1.93
FSK:
0.59
CVX:
2.02
FSK:
$798.00M
CVX:
$185.89B
FSK:
$172.00M
CVX:
$47.27B
FSK:
$110.43M
CVX:
$40.44B
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Return for Risk
FSK vs. CVX — Risk / Return Rank
FSK
CVX
FSK vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and Chevron Corporation (CVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSK | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.27 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.48 | -3.24 |
| Martin ratioReturn relative to average drawdown | -1.18 | 6.10 | -7.27 |
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Drawdowns
FSK vs. CVX - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for FSK and CVX.
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Drawdown Indicators
| FSK | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -55.77% | -11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -13.99% | -37.02% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -20.64% | -30.39% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -24.95% | -26.08% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -55.77% | -11.43% |
Current DrawdownCurrent decline from peak | -43.69% | -10.52% | -33.17% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -11.39% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.88% | 5.68% | +27.20% |
Volatility
FSK vs. CVX - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 7.10%, while Chevron Corporation (CVX) has a volatility of 7.62%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSK | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 7.62% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 26.75% | 17.86% | +8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.85% | 22.06% | +8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 25.15% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.93% | 29.16% | -1.23% |
Dividends
FSK vs. CVX - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 23.33%, more than CVX's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 3.73% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
FSK FS KKR Capital Corp. | 23.33% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
Financials
FSK vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. and Chevron Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
FSK vs. CVX - Profitability Comparison
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. Therefore, the gross margin over that period was 0.0%.
CVX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, resulting in an operating margin of -0.5%.
CVX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
CVX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.
Frequently Asked Questions
FSK and CVX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVX has higher volatility (7.62%) compared to FSK (7.10%). In terms of maximum drawdown, FSK dropped -67.20% vs CVX's -55.77%.
CVX currently has the higher Sharpe Ratio (1.57 vs -1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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